+79.2%
ATI vs REPL
+155.6%
-76.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.0% | -3.6% | +4.2% |
| 7D | +6.2% | +22.8% | -16.6% | +5.6% |
| 30D | -7.1% | +63.8% | -70.9% | -8.4% |
| 3M | -21.3% | +68.1% | -89.4% | -22.5% |
| 6M | +6.5% | +528.5% | -522.0% | +2.9% |
| YTD | +53.2% | +122.4% | -69.2% | +45.2% |
| All | +79.2% | +155.6% | -76.4% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling